Ofr Repo Rates
ofr_repo_ratesUS repo market rates/volumes broken out by COLLATERAL segment (dvp = FICC DVP service, gcf = GCF Repo service, tri = tri-party, tri_ex_fed = tri-party excluding the Fed's own ON RRP counterparty trades) and TENOR (overnight, term buckets, or a treasury/agency/corporate/other collateral-type split). measure=rate (default, %) or volume/outstanding ($). This is OFR's independent collateral/tenor decomposition of the private repo market — neither FRED nor nyfed-markets has this breakdown; FRED only has single daily SOFR/EFFR-style aggregates, and nyfed-markets only has the NY Fed Desk's OWN operations, not the broader market. Not every collateral/tenor/measure combination exists (upstream 400s "Invalid mnemonic" on an invalid one — try ofr_search_funding_series to browse what does).
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| limit | No | Max observations to return, most recent last. Default 30, max 250. | |
| tenor | No | Default overnight. treasury/agency/corporate/other are collateral-TYPE splits, not term buckets, and are only valid for some collateral segments. | |
| measure | No | rate = volume-weighted average rate (%). volume = transaction volume ($). outstanding = outstanding volume ($, not available for every segment). Default rate. | |
| vintage | No | OFR revises rates a few days after first publication. Default preliminary (freshest). | |
| end_date | No | YYYY-MM-DD, inclusive. | |
| collateral | No | Default tri (tri-party, the largest and most-watched segment). | |
| start_date | No | YYYY-MM-DD, inclusive. |